In [15]:
plot_actual_predicted(rez_country_xgbr_7d['validation'], dict_country, 'val', n_steps_out=7)
from collections import defaultdict
from pathlib import Path
import os
import numpy as np
import numpy.matlib
import pandas as pd
import seaborn as sns
import matplotlib.pyplot as plt
%matplotlib inline
import pickle
from pathlib import Path
from xgboost import XGBRegressor, plot_tree
from deepdiff import DeepDiff
from datetime import date, timedelta
from isoweek import Week
import math
import warnings; warnings.simplefilter('ignore')
from sklearn.preprocessing import StandardScaler
from sklearn.preprocessing import MinMaxScaler
from sklearn.model_selection import StratifiedKFold
from sklearn.model_selection import TimeSeriesSplit
from sklearn.metrics import mean_squared_error
from sklearn.tree import export_graphviz
import graphviz
# Set Matplotlib defaults
plt.style.use("seaborn-whitegrid")
plt.rc("figure", autolayout=True, figsize=(11, 5))
plt.rc(
"axes",
labelweight="bold",
labelsize=14,
titleweight="bold",
titlesize=16,
titlepad=10,
)
plot_params = dict(
color="0.75",
style=".-",
markeredgecolor="0.25",
markerfacecolor="0.25",
)
# organize features in each row into 1) static categorical, 2) temporal categorical, 3) temporal continuous
def feature_list(country_id, row):
# Static Categorical
country = country_id #0 country id
# Temporal Categorical (datetime variables)
dt = row[0].to_pydatetime()
year = dt.year #1
month = dt.month #2
day = dt.day #3
week_of_year = dt.isocalendar()[1] #4
day_of_week = row[1].dayow #5
holiday = row[1].holiday #6 holiday
# Temporal Continuous (mobility variables-this will be lagged for xgbr)
# Temporal Continuous (weather variables)
cloudcover = float(row[1].cloudcover) #13 weather; cloudcover
tempC = float(row[1].tempC) #14 weather; temparature
humidity = float(row[1].humidity) #15 weather; humidity
precipMM = float(row[1].precipMM) #16 weather; precipitation
# Temporal Continuous (vaccination-this will be lagged for xgbr)
return [country], \
[year, month, day, week_of_year, day_of_week, holiday], \
[cloudcover, tempC, humidity, precipMM] # Static Categorical, Temporal Categorical, Temporal Continuous
# get the input and output sequences from the entire time series
def split_sequences(sequences, timestamp, n_steps_in, n_steps_out):
timestamps = sequences.index
df_time0 = timestamps[0]
df_time_end = timestamps[-1]
dt_steps_in = timedelta(days=n_steps_in)
dt_steps_out = timedelta(days=n_steps_out-1)
dt_1 = timedelta(days=1)
if (timestamp-dt_steps_in>=df_time0) & (timestamp+dt_steps_out<=df_time_end): # if within bounds
# gather input and output parts of the pattern
seq_x = sequences[timestamp-dt_steps_in:timestamp-dt_1] # input sequence (e.g. previous 14 days)
seq_y = sequences[timestamp:timestamp+dt_steps_out] # output sequence (e.g. next 7 days including the current timestamp)
return list(seq_x), list(seq_y)
def plot_actual_predicted(rez_dict, dict_country, save_name, n_steps_out=7):
countries = rez_dict.keys()
# plot for each of the 7-day forecast
for country in countries:
fig, ax = plt.subplots(n_steps_out, 1, figsize=(12, 36))
fig.subplots_adjust(wspace=0.5, hspace=0.7)
timestamps = rez_dict[country]['timestamp']
holidays = np.array(dict_country[country].loc[timestamps, 'holiday']==1) # holidays
sundays = np.array(dict_country[country].loc[timestamps, 'dayow']==6) # Sundays
holi_sun = np.logical_or(holidays, sundays)
holiday_timestamps = [date.strftime(i, '%b-%d') for i,v in zip(timestamps ,holi_sun) if v]
y_actual = rez_dict[country]['y']
y_pred = rez_dict[country]['y_pred']
for i in range(n_steps_out):
ts_td = [t+timedelta(days=i) for t in timestamps]
ts = list(map(lambda x:date.strftime(x,'%y-%b-%d'),ts_td))
if save_name is 'train':
interval = 28
elif save_name is 'val':
interval = 14
elif save_name is 'test':
interval = 2
ts_td_interval = [ts for i, ts in enumerate(ts_td) if i in np.arange(0, len(ts_td), interval)]
ts_interval = list(map(lambda x:date.strftime(x,'%y-%b-%d'),ts_td_interval))
ax[i].plot(ts, y_actual[:,i], 'o-')
ax[i].plot(ts, y_pred[:,i], 'o-')
ax[i].xaxis.set_ticks(ts_interval)
ax[i].set_xlabel('Date', fontsize=14, fontweight='bold')
ax[i].set_xlim(ts[0], ts[-1])
ax[i].set_ylabel('Cases per million', fontsize=14, fontweight='bold')
ax[i].set_title(country + '_step_#' + str(i), fontweight='bold', fontsize=20)
ax[i].legend(['y_actual','y_pred'], prop=dict(weight='bold',size=12))
for tick in ax[i].get_xticklabels():
tick.set_rotation(45)
ax[i].tick_params(axis='x', labelsize=12)
ax[i].tick_params(axis='y', labelsize=12)
for holi in holiday_timestamps:
ax[i].axvspan(holi, holi, color='red', alpha=0.3, linewidth=2)
# figure save
fig.savefig(os.path.join('/Users/parkj/Documents/pyDat/dataSet/covid19_forecasting/covid19_figures/xgboost', \
country+'_'+'individual'+'_'+save_name+'_xgbr_7d.pdf'), tranparent=True)
def split_sequence_features(df_country, ts_curr):
f_rtrc, _ = split_sequences(df_country['rtrc'], ts_curr, n_steps_in=14, n_steps_out=0)
f_grph, _ = split_sequences(df_country['grph'], ts_curr, n_steps_in=14, n_steps_out=0)
f_prks, _ = split_sequences(df_country['prks'], ts_curr, n_steps_in=14, n_steps_out=0)
f_tran, _ = split_sequences(df_country['tran'], ts_curr, n_steps_in=14, n_steps_out=0)
f_work, _ = split_sequences(df_country['work'], ts_curr, n_steps_in=14, n_steps_out=0)
f_resi, _ = split_sequences(df_country['resi'], ts_curr, n_steps_in=14, n_steps_out=0)
f_vac, _ = split_sequences(df_country['vac'], ts_curr, n_steps_in=14, n_steps_out=0)
f_case, t_case = split_sequences(df_country['case_mil'], ts_curr, n_steps_in=14, n_steps_out=7)
return f_rtrc, f_grph, f_prks, f_tran, f_work, f_resi, f_vac, f_case, t_case
def rmse_y_y_pred(rez_dict, n_steps_out):
rmse_dict = {}
countries = sorted(set(rez_dict['country']))
for country in countries:
country_idx = [cc==country for cc in rez_dict['country']]
country_rmse = []
for d in range(n_steps_out):
country_rmse.append(mean_squared_error(rez_dict['y'][country_idx,d], rez_dict['y_pred'][country_idx,d], squared=False))
rmse_dict[country] = country_rmse
return rmse_dict
def rmse_y_y_pred_country(rez_dict, n_steps_out):
country_rmse = []
for d in range(n_steps_out):
country_rmse.append(mean_squared_error(rez_dict['y'][:,d], rez_dict['y_pred'][:,d], squared=False))
return country_rmse
# load data from pickle file
filePath_pickle = Path('/Users/parkj/Documents/pyDat/dataSet/covid_country_data.pickle')
with open(filePath_pickle, 'rb') as f:
dict_country = pickle.load(f)
# countries = ['AR', 'AT', 'AU', 'BE', 'CA', 'DE', 'DK', 'FI', 'FR', 'GB', 'ID', 'IE', 'IL', 'IN', 'IT', 'JP', 'KR', 'MX', 'NL', 'NO', 'RU', 'SG', 'US']
train_timestamp = []
train_country = []
train_stat_cat = []
train_temp_cat = []
train_temp_con = []
train_f_rtrc = []
train_f_grph = []
train_f_prks = []
train_f_tran = []
train_f_work = []
train_f_resi = []
train_f_vac = []
train_f_case = []
train_y_unscaled = []
test_timestamp = []
test_country = []
test_stat_cat = []
test_temp_cat = []
test_temp_con = []
test_f_rtrc = []
test_f_grph = []
test_f_prks = []
test_f_tran = []
test_f_work = []
test_f_resi = []
test_f_vac = []
test_f_case = []
test_y_unscaled = []
n_test = 21 # days
dt_test = timedelta(days=n_test-1)
n_steps_in = 14 # days (# previous cases)
dt_steps_in = timedelta(days=n_steps_in)
n_steps_out = 7 # days (# future cases to be predicted)
dt_steps_out = timedelta(days=n_steps_out-1)
for i, country_key in enumerate(dict_country.keys()):
case_detection = 0
df_country = dict_country[country_key]
df_country.fillna(method='ffill',inplace=True) # forward fill NaNs
df_time0 = df_country.index[0] # the first day of the data
df_time_end = df_country.index[-1] # the last day of the data
# split the df into train and test sets
test_time0 = df_country.index[-1]-dt_test # the first date of test set
train_ind = df_country.index < test_time0 # training index
# feature_list train
df_country_train = df_country.loc[train_ind] # train df
for row in df_country_train.iterrows():
ts_curr = row[0]
# case_mil lagging
if (ts_curr-dt_steps_in>=df_time0) & (ts_curr+dt_steps_out<=df_time_end):
# get feature and target variables
f_rtrc, f_grph, f_prks, f_tran, f_work, f_resi, f_vac, f_case, t_case = split_sequence_features(df_country, ts_curr)
if (case_detection == 0) & (sum(f_case)>0): # to exclude days before 1st case detection
case_detection = 1
if case_detection == 1:
fl_stat_cat, fl_temp_cat, fl_temp_con = feature_list(i, row) # get static categorical, temporal categorical, temporal continuous variables separately
# train data X (for embeddings)
train_country.append(row[1].country_region_code)
train_timestamp.append(ts_curr) # timestamps
train_stat_cat.append(fl_stat_cat) # static categorical
train_temp_cat.append(fl_temp_cat) # temporal categorical
train_temp_con.append(fl_temp_con) # temporal continuous
# train data X (for xgbr)
train_f_rtrc.append(f_rtrc)
train_f_grph.append(f_grph)
train_f_prks.append(f_prks)
train_f_tran.append(f_tran)
train_f_work.append(f_work)
train_f_resi.append(f_resi)
train_f_vac.append(f_vac)
train_f_case.append(f_case) # case_mil previous days to be used as features
# train data y
train_y_unscaled.append(t_case) # case_mil current & future days to be predicted
# feature list test
df_country_test = df_country.loc[~train_ind] # test df
# feature list test
for row in df_country_test.iterrows():
ts_curr = row[0]
# case_mil lagging
if (ts_curr-dt_steps_in>=df_time0) & (ts_curr+dt_steps_out<=df_time_end):
# get feature and target variables
f_rtrc, f_grph, f_prks, f_tran, f_work, f_resi, f_vac, f_case, t_case = split_sequence_features(df_country, ts_curr)
fl_stat_cat, fl_temp_cat, fl_temp_con = feature_list(i, row) # get static categorical, temporal categorical, temporal continuous variables separately
# test data X (for embeddings)
test_country.append(row[1].country_region_code)
test_timestamp.append(ts_curr)
test_stat_cat.append(fl_stat_cat) # static categorical
test_temp_cat.append(fl_temp_cat) # temporal categorical
test_temp_con.append(fl_temp_con) # temporal continuous
# test data X (for xgbr)
test_f_rtrc.append(f_rtrc)
test_f_grph.append(f_grph)
test_f_prks.append(f_prks)
test_f_tran.append(f_tran)
test_f_work.append(f_work)
test_f_resi.append(f_resi)
test_f_vac.append(f_vac)
test_f_case.append(f_case) # case_mil previous days to be used as features
# train data y
test_y_unscaled.append(t_case) # case_mil current & future days to be predicted
def matrix_scaler_over_all_columns(input_list, scaler_):
concat_1d = []
for m in input_list:
concat_1d.append(np.reshape(m, (np.shape(m)[0]*np.shape(m)[1],1)))
concat_1d_array = np.concatenate(concat_1d, axis=0)
output_list = []
for m in input_list:
repmat = np.matlib.repmat(concat_1d_array, 1, np.shape(m)[1])
#scaler_ = StandardScaler()
scaler_.fit(repmat)
output_list.append(scaler_.transform(m))
return output_list, scaler_
def matrix_scaler_each_column(input_list, scaler_):
concat = np.concatenate(input_list, axis=0)
scaler_.fit(concat)
output_list = []
for m in input_list:
output_list.append(scaler_.transform(m))
return output_list
# static categorical (country ID)
train_stat_cat = np.array(train_stat_cat) # note that embedding is not used here!
test_stat_cat = np.array(test_stat_cat)
# temporal categorical (date info)
train_temp_cat = np.array(train_temp_cat)
test_temp_cat = np.array(test_temp_cat)
# scale temporal continuous (weather info)
temp_con_scaled = matrix_scaler_each_column([train_temp_con, test_temp_con], MinMaxScaler())
train_temp_con_scaled = temp_con_scaled[0]
test_temp_con_scaled = temp_con_scaled[1]
# scale lagged temporal continuous (for xgbr)
# rtrc
rtrc_scaled, _ = matrix_scaler_over_all_columns([train_f_rtrc, test_f_rtrc], MinMaxScaler())
train_rtrc_scaled = rtrc_scaled[0]
test_rtrc_scaled = rtrc_scaled[1]
# grph
grph_scaled, _ = matrix_scaler_over_all_columns([train_f_grph, test_f_grph], MinMaxScaler())
train_grph_scaled = grph_scaled[0]
test_grph_scaled = grph_scaled[1]
# prks
prks_scaled, _ = matrix_scaler_over_all_columns([train_f_prks, test_f_prks], MinMaxScaler())
train_prks_scaled = prks_scaled[0]
test_prks_scaled = prks_scaled[1]
# tran
tran_scaled, _ = matrix_scaler_over_all_columns([train_f_tran, test_f_tran], MinMaxScaler())
train_tran_scaled = tran_scaled[0]
test_tran_scaled = tran_scaled[1]
# work
work_scaled, _ = matrix_scaler_over_all_columns([train_f_work, test_f_work], MinMaxScaler())
train_work_scaled = work_scaled[0]
test_work_scaled = work_scaled[1]
# resi
resi_scaled, _ = matrix_scaler_over_all_columns([train_f_resi, test_f_resi], MinMaxScaler())
train_resi_scaled = resi_scaled[0]
test_resi_scaled = resi_scaled[1]
# vac
vac_scaled, _ = matrix_scaler_over_all_columns([train_f_vac, test_f_vac], MinMaxScaler())
train_vac_scaled = vac_scaled[0]
test_vac_scaled = vac_scaled[1]
# case
case_scaled, scaler_y = matrix_scaler_over_all_columns([train_f_case, test_f_case, train_y_unscaled, test_y_unscaled], StandardScaler())
train_f_case_scaled = case_scaled[0]
test_f_case_scaled = case_scaled[1]
train_y = case_scaled[2]
test_y = case_scaled[3]
# concatenate features to get X
train_X = np.concatenate((train_stat_cat, train_temp_cat, train_temp_con_scaled, \
train_rtrc_scaled, train_grph_scaled, train_prks_scaled, train_tran_scaled, \
train_work_scaled, train_resi_scaled, train_vac_scaled, train_f_case_scaled), axis=1)
test_X = np.concatenate((test_stat_cat, test_temp_cat, test_temp_con_scaled, \
test_rtrc_scaled, test_grph_scaled, test_prks_scaled, test_tran_scaled, \
test_work_scaled, test_resi_scaled, test_vac_scaled, test_f_case_scaled), axis=1)
print("Number of train datapoints: ", len(train_y))
print("Number of test datapoints: ", len(test_y))
Number of train datapoints: 12541 Number of test datapoints: 345
def feaure_name_list_append(list_to_append, count, namebase, backward=False):
for i in range(count):
if backward==False:
name_to_append = namebase + str(i+1)
elif backward==True:
name_to_append = namebase + str(count-i)
list_to_append.append(name_to_append)
return list_to_append
feature_name_list = []
# static categorical
feature_name_list.append('country')
# temporal categorical
feature_name_list.append('year')
feature_name_list.append('month')
feature_name_list.append('dayom')
feature_name_list.append('weekoy')
feature_name_list.append('dayoy')
feature_name_list.append('holid')
# temporal continuous
feaure_name_list_append(feature_name_list, 4, 'weather', backward=False)
# rtrc
feaure_name_list_append(feature_name_list, 14, 'rtrc', backward=True)
# grph
feaure_name_list_append(feature_name_list, 14, 'grph', backward=True)
# prks
feaure_name_list_append(feature_name_list, 14, 'prks', backward=True)
# tran
feaure_name_list_append(feature_name_list, 14, 'tran', backward=True)
# work
feaure_name_list_append(feature_name_list, 14, 'work', backward=True)
# resi
feaure_name_list_append(feature_name_list, 14, 'resi', backward=True)
# vac
feaure_name_list_append(feature_name_list, 14, 'vac', backward=True)
# case
feaure_name_list_append(feature_name_list, 14, 'case', backward=True)
['country', 'year', 'month', 'dayom', 'weekoy', 'dayoy', 'holid', 'weather1', 'weather2', 'weather3', 'weather4', 'rtrc14', 'rtrc13', 'rtrc12', 'rtrc11', 'rtrc10', 'rtrc9', 'rtrc8', 'rtrc7', 'rtrc6', 'rtrc5', 'rtrc4', 'rtrc3', 'rtrc2', 'rtrc1', 'grph14', 'grph13', 'grph12', 'grph11', 'grph10', 'grph9', 'grph8', 'grph7', 'grph6', 'grph5', 'grph4', 'grph3', 'grph2', 'grph1', 'prks14', 'prks13', 'prks12', 'prks11', 'prks10', 'prks9', 'prks8', 'prks7', 'prks6', 'prks5', 'prks4', 'prks3', 'prks2', 'prks1', 'tran14', 'tran13', 'tran12', 'tran11', 'tran10', 'tran9', 'tran8', 'tran7', 'tran6', 'tran5', 'tran4', 'tran3', 'tran2', 'tran1', 'work14', 'work13', 'work12', 'work11', 'work10', 'work9', 'work8', 'work7', 'work6', 'work5', 'work4', 'work3', 'work2', 'work1', 'resi14', 'resi13', 'resi12', 'resi11', 'resi10', 'resi9', 'resi8', 'resi7', 'resi6', 'resi5', 'resi4', 'resi3', 'resi2', 'resi1', 'vac14', 'vac13', 'vac12', 'vac11', 'vac10', 'vac9', 'vac8', 'vac7', 'vac6', 'vac5', 'vac4', 'vac3', 'vac2', 'vac1', 'case14', 'case13', 'case12', 'case11', 'case10', 'case9', 'case8', 'case7', 'case6', 'case5', 'case4', 'case3', 'case2', 'case1']
def country_train_data_sum(country_dict, n_steps_out):
y_pred_fold = np.empty((len(country_dict['train_idx_country_fold'][0]), n_steps_out, len(country_dict['train_preds_fold'])))
y_pred_fold[:] = np.NaN
for i, idx in enumerate(country_dict['train_idx_country_fold']):
y_pred_fold[idx,:,i] = country_dict['train_preds_fold'][i]
country_dict['train_y_pred'] = np.nanmean(y_pred_fold, axis=2)
train_set_idx = np.isnan(country_dict['train_y_pred']).sum(axis=1)==0
country_dict['y'] = scaler_y.inverse_transform(train_y)[train_set_idx,:] # back to the original unit (cases per million)
country_dict['y_pred'] = scaler_y.inverse_transform(country_dict['train_y_pred'])[train_set_idx,:]
country_dict['rmse'] = rmse_y_y_pred_country(country_dict, n_steps_out)
country_dict['X'] = train_X[train_set_idx,:]
country_dict['timestamp'] = [train_timestamp[i] for i, logic in enumerate(train_set_idx) if logic ==True]
return country_dict
def country_validation_data_sum(country_dict, n_steps_out):
y_pred_fold = np.empty((len(country_dict['val_idx_country_fold'][0]), n_steps_out, len(country_dict['val_preds_fold'])))
y_pred_fold[:] = np.NaN
for i, idx in enumerate(country_dict['val_idx_country_fold']):
y_pred_fold[idx,:,i] = country_dict['val_preds_fold'][i]
country_dict['val_y_pred'] = np.nanmean(y_pred_fold, axis=2)
val_set_idx = np.isnan(country_dict['val_y_pred']).sum(axis=1)==0
country_dict['y'] = scaler_y.inverse_transform(train_y)[val_set_idx,:] # back to the original unit (cases per million)
country_dict['y_pred'] = scaler_y.inverse_transform(country_dict['val_y_pred'])[val_set_idx,:]
country_dict['rmse'] = rmse_y_y_pred_country(country_dict, n_steps_out)
country_dict['X'] = train_X[val_set_idx,:]
country_dict['timestamp'] = [train_timestamp[i] for i, logic in enumerate(val_set_idx) if logic ==True]
return country_dict
def country_test_data_sum(country_dict, n_steps_out):
y_pred_fold = np.empty((len(country_dict['test_idx_country_fold'][0]), n_steps_out, len(country_dict['test_preds_fold'])))
y_pred_fold[:] = np.NaN
for i, idx in enumerate(country_dict['test_idx_country_fold']):
y_pred_fold[idx,:,i] = country_dict['test_preds_fold'][i]
country_dict['test_y_pred'] = np.nanmean(y_pred_fold, axis=2)
test_set_idx = np.isnan(country_dict['test_y_pred']).sum(axis=1)==0
country_dict['y'] = scaler_y.inverse_transform(test_y)[test_set_idx,:] # back to the original unit (cases per million)
country_dict['y_pred'] = scaler_y.inverse_transform(country_dict['test_y_pred'])[test_set_idx,:]
country_dict['rmse'] = rmse_y_y_pred_country(country_dict, n_steps_out)
country_dict['X'] = test_X[test_set_idx,:]
country_dict['timestamp'] = [test_timestamp[i] for i, logic in enumerate(test_set_idx) if logic ==True]
return country_dict
# get the cross-validation folds for train and validation sets
train_folds = []
validation_folds = []
# get the timestamps for train and validation folds
sorted_train_timestamp = sorted((set(train_timestamp))) # unique timestamps in the train set
tscv = TimeSeriesSplit(n_splits=5, test_size=21) # splitting train and validations sets for cross validation
for train_idx, validation_idx in tscv.split(sorted_train_timestamp): # get train and validation sets
# print("TRAIN:", train_idx, "VALIDATION:", validation_idx)
train_folds.append([sorted_train_timestamp[i] for i in train_idx]) # folds in train set
validation_folds.append([sorted_train_timestamp[i] for i in validation_idx]) # folds in validation set
train_preds = []
val_preds = []
test_preds = []
xgbr_params = 100 # skip grid searching [100, 500, 1000, 2000, 3000] # the list of parameters (n_estimators) for a grid search
train_preds = []
val_preds = []
test_preds = []
country_list = list(set(train_country))
country_list.sort()
rez_country_xgbr_7d_train = {}
rez_country_xgbr_7d_val = {}
rez_country_xgbr_7d_test = {}
# train and test the model with cross validation
for country in country_list:
rez_country_xgbr_7d_train[country] = {}
rez_country_xgbr_7d_val[country] = {}
rez_country_xgbr_7d_test[country] = {}
# train & validation sets
country_idx = list(map(lambda x: x==country, train_country))
# test set (doesn't change across folds)
country_idx_test = list(map(lambda x: x==country, test_country))
X_test_country = test_X[country_idx_test,:]
train_preds_c_f = []
train_y_c_f = []
train_idx_c_f = []
val_preds_c_f = []
val_y_c_f = []
val_idx_c_f = []
test_preds_c_f = []
test_y_c_f = []
test_idx_c_f = []
rez_country_xgbr_7d_train[country] = {}
rez_country_xgbr_7d_val[country] = {}
rez_country_xgbr_7d_test[country] = {}
for fold in range(len(train_folds)): # iterate cross-validation folds
fold_idx_train = [ts in train_folds[fold] for ts in train_timestamp]
fold_idx_val = [ts in validation_folds[fold] for ts in train_timestamp]
train_idx_c_f.append(list(np.array(fold_idx_train) & np.array(country_idx)))
val_idx_c_f.append(list(np.array(fold_idx_val) & np.array(country_idx)))
test_idx_c_f.append(country_idx_test)
X_train_c_f, X_val_c_f = train_X[train_idx_c_f[fold],:], train_X[val_idx_c_f[fold],:] # X_train for the current country, fold
train_y_c_f.append(train_y[train_idx_c_f[fold],:]) # train y for this country and fold
val_y_c_f.append(train_y[val_idx_c_f[fold],:]) # validation y for this country and fold
test_y_c_f.append(test_y[country_idx_test,:])
y_train_pred_c_f = np.empty((train_y_c_f[fold].shape[0], n_steps_out))
y_val_pred_c_f = np.empty((val_y_c_f[fold].shape[0], n_steps_out))
y_test_pred_c_f = np.empty((X_test_country.shape[0], n_steps_out))
for day in range(n_steps_out):
# XGBoost regression model fit
xgbr = XGBRegressor(objective='reg:squarederror', n_estimators=xgbr_params)
xgbr.fit(X_train_c_f, train_y_c_f[fold][:,day])
y_train_pred_c_f[:,day] = xgbr.predict(X_train_c_f)
y_val_pred_c_f[:,day] = xgbr.predict(X_val_c_f)
y_test_pred_c_f[:,day] = xgbr.predict(X_test_country)
if fold==len(train_folds)-1 and day==0:
rez_country_xgbr_7d_train[country]['model'] = xgbr # save the model once per country (last fold, one-step prediction)
print('Completed iteration for step #{0:d} of country {1:s} in fold #{2:d}'.format(day, country, fold))
train_preds_c_f.append(y_train_pred_c_f)
val_preds_c_f.append(y_val_pred_c_f)
test_preds_c_f.append(y_test_pred_c_f)
# rez dictionary for train
rez_country_xgbr_7d_train[country]['train_preds_fold'] = train_preds_c_f
rez_country_xgbr_7d_train[country]['train_idx_country_fold'] = train_idx_c_f
rez_country_xgbr_7d_train[country]['train_y_fold'] = train_y_c_f
rez_country_xgbr_7d_train[country] = country_train_data_sum(rez_country_xgbr_7d_train[country], n_steps_out) # 'y', 'y_pred', 'rmse', 'X', 'timestamp'
# rez dictionary for validation
rez_country_xgbr_7d_val[country]['val_preds_fold'] = val_preds_c_f
rez_country_xgbr_7d_val[country]['val_idx_country_fold'] = val_idx_c_f
rez_country_xgbr_7d_val[country]['val_y_fold'] = val_y_c_f
rez_country_xgbr_7d_val[country] = country_validation_data_sum(rez_country_xgbr_7d_val[country], n_steps_out) # 'y', 'y_pred', 'rmse', 'X', 'timestamp'
# rez dictionary for test
rez_country_xgbr_7d_test[country]['test_preds_fold'] = test_preds_c_f
rez_country_xgbr_7d_test[country]['test_idx_country_fold'] = test_idx_c_f
rez_country_xgbr_7d_test[country]['test_y_fold'] = test_y_c_f
rez_country_xgbr_7d_test[country] = country_test_data_sum(rez_country_xgbr_7d_test[country], n_steps_out) # 'y', 'y_pred', 'rmse', 'X', 'timestamp'
Completed iteration for step #0 of country AR in fold #0 Completed iteration for step #1 of country AR in fold #0 Completed iteration for step #2 of country AR in fold #0 Completed iteration for step #3 of country AR in fold #0 Completed iteration for step #4 of country AR in fold #0 Completed iteration for step #5 of country AR in fold #0 Completed iteration for step #6 of country AR in fold #0 Completed iteration for step #0 of country AR in fold #1 Completed iteration for step #1 of country AR in fold #1 Completed iteration for step #2 of country AR in fold #1 Completed iteration for step #3 of country AR in fold #1 Completed iteration for step #4 of country AR in fold #1 Completed iteration for step #5 of country AR in fold #1 Completed iteration for step #6 of country AR in fold #1 Completed iteration for step #0 of country AR in fold #2 Completed iteration for step #1 of country AR in fold #2 Completed iteration for step #2 of country AR in fold #2 Completed iteration for step #3 of country AR in fold #2 Completed iteration for step #4 of country AR in fold #2 Completed iteration for step #5 of country AR in fold #2 Completed iteration for step #6 of country AR in fold #2 Completed iteration for step #0 of country AR in fold #3 Completed iteration for step #1 of country AR in fold #3 Completed iteration for step #2 of country AR in fold #3 Completed iteration for step #3 of country AR in fold #3 Completed iteration for step #4 of country AR in fold #3 Completed iteration for step #5 of country AR in fold #3 Completed iteration for step #6 of country AR in fold #3 Completed iteration for step #0 of country AR in fold #4 Completed iteration for step #1 of country AR in fold #4 Completed iteration for step #2 of country AR in fold #4 Completed iteration for step #3 of country AR in fold #4 Completed iteration for step #4 of country AR in fold #4 Completed iteration for step #5 of country AR in fold #4 Completed iteration for step #6 of country AR in fold #4 Completed iteration for step #0 of country AT in fold #0 Completed iteration for step #1 of country AT in fold #0 Completed iteration for step #2 of country AT in fold #0 Completed iteration for step #3 of country AT in fold #0 Completed iteration for step #4 of country AT in fold #0 Completed iteration for step #5 of country AT in fold #0 Completed iteration for step #6 of country AT in fold #0 Completed iteration for step #0 of country AT in fold #1 Completed iteration for step #1 of country AT in fold #1 Completed iteration for step #2 of country AT in fold #1 Completed iteration for step #3 of country AT in fold #1 Completed iteration for step #4 of country AT in fold #1 Completed iteration for step #5 of country AT in fold #1 Completed iteration for step #6 of country AT in fold #1 Completed iteration for step #0 of country AT in fold #2 Completed iteration for step #1 of country AT in fold #2 Completed iteration for step #2 of country AT in fold #2 Completed iteration for step #3 of country AT in fold #2 Completed iteration for step #4 of country AT in fold #2 Completed iteration for step #5 of country AT in fold #2 Completed iteration for step #6 of country AT in fold #2 Completed iteration for step #0 of country AT in fold #3 Completed iteration for step #1 of country AT in fold #3 Completed iteration for step #2 of country AT in fold #3 Completed iteration for step #3 of country AT in fold #3 Completed iteration for step #4 of country AT in fold #3 Completed iteration for step #5 of country AT in fold #3 Completed iteration for step #6 of country AT in fold #3 Completed iteration for step #0 of country AT in fold #4 Completed iteration for step #1 of country AT in fold #4 Completed iteration for step #2 of country AT in fold #4 Completed iteration for step #3 of country AT in fold #4 Completed iteration for step #4 of country AT in fold #4 Completed iteration for step #5 of country AT in fold #4 Completed iteration for step #6 of country AT in fold #4 Completed iteration for step #0 of country AU in fold #0 Completed iteration for step #1 of country AU in fold #0 Completed iteration for step #2 of country AU in fold #0 Completed iteration for step #3 of country AU in fold #0 Completed iteration for step #4 of country AU in fold #0 Completed iteration for step #5 of country AU in fold #0 Completed iteration for step #6 of country AU in fold #0 Completed iteration for step #0 of country AU in fold #1 Completed iteration for step #1 of country AU in fold #1 Completed iteration for step #2 of country AU in fold #1 Completed iteration for step #3 of country AU in fold #1 Completed iteration for step #4 of country AU in fold #1 Completed iteration for step #5 of country AU in fold #1 Completed iteration for step #6 of country AU in fold #1 Completed iteration for step #0 of country AU in fold #2 Completed iteration for step #1 of country AU in fold #2 Completed iteration for step #2 of country AU in fold #2 Completed iteration for step #3 of country AU in fold #2 Completed iteration for step #4 of country AU in fold #2 Completed iteration for step #5 of country AU in fold #2 Completed iteration for step #6 of country AU in fold #2 Completed iteration for step #0 of country AU in fold #3 Completed iteration for step #1 of country AU in fold #3 Completed iteration for step #2 of country AU in fold #3 Completed iteration for step #3 of country AU in fold #3 Completed iteration for step #4 of country AU in fold #3 Completed iteration for step #5 of country AU in fold #3 Completed iteration for step #6 of country AU in fold #3 Completed iteration for step #0 of country AU in fold #4 Completed iteration for step #1 of country AU in fold #4 Completed iteration for step #2 of country AU in fold #4 Completed iteration for step #3 of country AU in fold #4 Completed iteration for step #4 of country AU in fold #4 Completed iteration for step #5 of country AU in fold #4 Completed iteration for step #6 of country AU in fold #4 Completed iteration for step #0 of country BE in fold #0 Completed iteration for step #1 of country BE in fold #0 Completed iteration for step #2 of country BE in fold #0 Completed iteration for step #3 of country BE in fold #0 Completed iteration for step #4 of country BE in fold #0 Completed iteration for step #5 of country BE in fold #0 Completed iteration for step #6 of country BE in fold #0 Completed iteration for step #0 of country BE in fold #1 Completed iteration for step #1 of country BE in fold #1 Completed iteration for step #2 of country BE in fold #1 Completed iteration for step #3 of country BE in fold #1 Completed iteration for step #4 of country BE in fold #1 Completed iteration for step #5 of country BE in fold #1 Completed iteration for step #6 of country BE in fold #1 Completed iteration for step #0 of country BE in fold #2 Completed iteration for step #1 of country BE in fold #2 Completed iteration for step #2 of country BE in fold #2 Completed iteration for step #3 of country BE in fold #2 Completed iteration for step #4 of country BE in fold #2 Completed iteration for step #5 of country BE in fold #2 Completed iteration for step #6 of country BE in fold #2 Completed iteration for step #0 of country BE in fold #3 Completed iteration for step #1 of country BE in fold #3 Completed iteration for step #2 of country BE in fold #3 Completed iteration for step #3 of country BE in fold #3 Completed iteration for step #4 of country BE in fold #3 Completed iteration for step #5 of country BE in fold #3 Completed iteration for step #6 of country BE in fold #3 Completed iteration for step #0 of country BE in fold #4 Completed iteration for step #1 of country BE in fold #4 Completed iteration for step #2 of country BE in fold #4 Completed iteration for step #3 of country BE in fold #4 Completed iteration for step #4 of country BE in fold #4 Completed iteration for step #5 of country BE in fold #4 Completed iteration for step #6 of country BE in fold #4 Completed iteration for step #0 of country CA in fold #0 Completed iteration for step #1 of country CA in fold #0 Completed iteration for step #2 of country CA in fold #0 Completed iteration for step #3 of country CA in fold #0 Completed iteration for step #4 of country CA in fold #0 Completed iteration for step #5 of country CA in fold #0 Completed iteration for step #6 of country CA in fold #0 Completed iteration for step #0 of country CA in fold #1 Completed iteration for step #1 of country CA in fold #1 Completed iteration for step #2 of country CA in fold #1 Completed iteration for step #3 of country CA in fold #1 Completed iteration for step #4 of country CA in fold #1 Completed iteration for step #5 of country CA in fold #1 Completed iteration for step #6 of country CA in fold #1 Completed iteration for step #0 of country CA in fold #2 Completed iteration for step #1 of country CA in fold #2 Completed iteration for step #2 of country CA in fold #2 Completed iteration for step #3 of country CA in fold #2 Completed iteration for step #4 of country CA in fold #2 Completed iteration for step #5 of country CA in fold #2 Completed iteration for step #6 of country CA in fold #2 Completed iteration for step #0 of country CA in fold #3 Completed iteration for step #1 of country CA in fold #3 Completed iteration for step #2 of country CA in fold #3 Completed iteration for step #3 of country CA in fold #3 Completed iteration for step #4 of country CA in fold #3 Completed iteration for step #5 of country CA in fold #3 Completed iteration for step #6 of country CA in fold #3 Completed iteration for step #0 of country CA in fold #4 Completed iteration for step #1 of country CA in fold #4 Completed iteration for step #2 of country CA in fold #4 Completed iteration for step #3 of country CA in fold #4 Completed iteration for step #4 of country CA in fold #4 Completed iteration for step #5 of country CA in fold #4 Completed iteration for step #6 of country CA in fold #4 Completed iteration for step #0 of country DE in fold #0 Completed iteration for step #1 of country DE in fold #0 Completed iteration for step #2 of country DE in fold #0 Completed iteration for step #3 of country DE in fold #0 Completed iteration for step #4 of country DE in fold #0 Completed iteration for step #5 of country DE in fold #0 Completed iteration for step #6 of country DE in fold #0 Completed iteration for step #0 of country DE in fold #1 Completed iteration for step #1 of country DE in fold #1 Completed iteration for step #2 of country DE in fold #1 Completed iteration for step #3 of country DE in fold #1 Completed iteration for step #4 of country DE in fold #1 Completed iteration for step #5 of country DE in fold #1 Completed iteration for step #6 of country DE in fold #1 Completed iteration for step #0 of country DE in fold #2 Completed iteration for step #1 of country DE in fold #2 Completed iteration for step #2 of country DE in fold #2 Completed iteration for step #3 of country DE in fold #2 Completed iteration for step #4 of country DE in fold #2 Completed iteration for step #5 of country DE in fold #2 Completed iteration for step #6 of country DE in fold #2 Completed iteration for step #0 of country DE in fold #3 Completed iteration for step #1 of country DE in fold #3 Completed iteration for step #2 of country DE in fold #3 Completed iteration for step #3 of country DE in fold #3 Completed iteration for step #4 of country DE in fold #3 Completed iteration for step #5 of country DE in fold #3 Completed iteration for step #6 of country DE in fold #3 Completed iteration for step #0 of country DE in fold #4 Completed iteration for step #1 of country DE in fold #4 Completed iteration for step #2 of country DE in fold #4 Completed iteration for step #3 of country DE in fold #4 Completed iteration for step #4 of country DE in fold #4 Completed iteration for step #5 of country DE in fold #4 Completed iteration for step #6 of country DE in fold #4 Completed iteration for step #0 of country DK in fold #0 Completed iteration for step #1 of country DK in fold #0 Completed iteration for step #2 of country DK in fold #0 Completed iteration for step #3 of country DK in fold #0 Completed iteration for step #4 of country DK in fold #0 Completed iteration for step #5 of country DK in fold #0 Completed iteration for step #6 of country DK in fold #0 Completed iteration for step #0 of country DK in fold #1 Completed iteration for step #1 of country DK in fold #1 Completed iteration for step #2 of country DK in fold #1 Completed iteration for step #3 of country DK in fold #1 Completed iteration for step #4 of country DK in fold #1 Completed iteration for step #5 of country DK in fold #1 Completed iteration for step #6 of country DK in fold #1 Completed iteration for step #0 of country DK in fold #2 Completed iteration for step #1 of country DK in fold #2 Completed iteration for step #2 of country DK in fold #2 Completed iteration for step #3 of country DK in fold #2 Completed iteration for step #4 of country DK in fold #2 Completed iteration for step #5 of country DK in fold #2 Completed iteration for step #6 of country DK in fold #2 Completed iteration for step #0 of country DK in fold #3 Completed iteration for step #1 of country DK in fold #3 Completed iteration for step #2 of country DK in fold #3 Completed iteration for step #3 of country DK in fold #3 Completed iteration for step #4 of country DK in fold #3 Completed iteration for step #5 of country DK in fold #3 Completed iteration for step #6 of country DK in fold #3 Completed iteration for step #0 of country DK in fold #4 Completed iteration for step #1 of country DK in fold #4 Completed iteration for step #2 of country DK in fold #4 Completed iteration for step #3 of country DK in fold #4 Completed iteration for step #4 of country DK in fold #4 Completed iteration for step #5 of country DK in fold #4 Completed iteration for step #6 of country DK in fold #4 Completed iteration for step #0 of country FI in fold #0 Completed iteration for step #1 of country FI in fold #0 Completed iteration for step #2 of country FI in fold #0 Completed iteration for step #3 of country FI in fold #0 Completed iteration for step #4 of country FI in fold #0 Completed iteration for step #5 of country FI in fold #0 Completed iteration for step #6 of country FI in fold #0 Completed iteration for step #0 of country FI in fold #1 Completed iteration for step #1 of country FI in fold #1 Completed iteration for step #2 of country FI in fold #1 Completed iteration for step #3 of country FI in fold #1 Completed iteration for step #4 of country FI in fold #1 Completed iteration for step #5 of country FI in fold #1 Completed iteration for step #6 of country FI in fold #1 Completed iteration for step #0 of country FI in fold #2 Completed iteration for step #1 of country FI in fold #2 Completed iteration for step #2 of country FI in fold #2 Completed iteration for step #3 of country FI in fold #2 Completed iteration for step #4 of country FI in fold #2 Completed iteration for step #5 of country FI in fold #2 Completed iteration for step #6 of country FI in fold #2 Completed iteration for step #0 of country FI in fold #3 Completed iteration for step #1 of country FI in fold #3 Completed iteration for step #2 of country FI in fold #3 Completed iteration for step #3 of country FI in fold #3 Completed iteration for step #4 of country FI in fold #3 Completed iteration for step #5 of country FI in fold #3 Completed iteration for step #6 of country FI in fold #3 Completed iteration for step #0 of country FI in fold #4 Completed iteration for step #1 of country FI in fold #4 Completed iteration for step #2 of country FI in fold #4 Completed iteration for step #3 of country FI in fold #4 Completed iteration for step #4 of country FI in fold #4 Completed iteration for step #5 of country FI in fold #4 Completed iteration for step #6 of country FI in fold #4 Completed iteration for step #0 of country FR in fold #0 Completed iteration for step #1 of country FR in fold #0 Completed iteration for step #2 of country FR in fold #0 Completed iteration for step #3 of country FR in fold #0 Completed iteration for step #4 of country FR in fold #0 Completed iteration for step #5 of country FR in fold #0 Completed iteration for step #6 of country FR in fold #0 Completed iteration for step #0 of country FR in fold #1 Completed iteration for step #1 of country FR in fold #1 Completed iteration for step #2 of country FR in fold #1 Completed iteration for step #3 of country FR in fold #1 Completed iteration for step #4 of country FR in fold #1 Completed iteration for step #5 of country FR in fold #1 Completed iteration for step #6 of country FR in fold #1 Completed iteration for step #0 of country FR in fold #2 Completed iteration for step #1 of country FR in fold #2 Completed iteration for step #2 of country FR in fold #2 Completed iteration for step #3 of country FR in fold #2 Completed iteration for step #4 of country FR in fold #2 Completed iteration for step #5 of country FR in fold #2 Completed iteration for step #6 of country FR in fold #2 Completed iteration for step #0 of country FR in fold #3 Completed iteration for step #1 of country FR in fold #3 Completed iteration for step #2 of country FR in fold #3 Completed iteration for step #3 of country FR in fold #3 Completed iteration for step #4 of country FR in fold #3 Completed iteration for step #5 of country FR in fold #3 Completed iteration for step #6 of country FR in fold #3 Completed iteration for step #0 of country FR in fold #4 Completed iteration for step #1 of country FR in fold #4 Completed iteration for step #2 of country FR in fold #4 Completed iteration for step #3 of country FR in fold #4 Completed iteration for step #4 of country FR in fold #4 Completed iteration for step #5 of country FR in fold #4 Completed iteration for step #6 of country FR in fold #4 Completed iteration for step #0 of country GB in fold #0 Completed iteration for step #1 of country GB in fold #0 Completed iteration for step #2 of country GB in fold #0 Completed iteration for step #3 of country GB in fold #0 Completed iteration for step #4 of country GB in fold #0 Completed iteration for step #5 of country GB in fold #0 Completed iteration for step #6 of country GB in fold #0 Completed iteration for step #0 of country GB in fold #1 Completed iteration for step #1 of country GB in fold #1 Completed iteration for step #2 of country GB in fold #1 Completed iteration for step #3 of country GB in fold #1 Completed iteration for step #4 of country GB in fold #1 Completed iteration for step #5 of country GB in fold #1 Completed iteration for step #6 of country GB in fold #1 Completed iteration for step #0 of country GB in fold #2 Completed iteration for step #1 of country GB in fold #2 Completed iteration for step #2 of country GB in fold #2 Completed iteration for step #3 of country GB in fold #2 Completed iteration for step #4 of country GB in fold #2 Completed iteration for step #5 of country GB in fold #2 Completed iteration for step #6 of country GB in fold #2 Completed iteration for step #0 of country GB in fold #3 Completed iteration for step #1 of country GB in fold #3 Completed iteration for step #2 of country GB in fold #3 Completed iteration for step #3 of country GB in fold #3 Completed iteration for step #4 of country GB in fold #3 Completed iteration for step #5 of country GB in fold #3 Completed iteration for step #6 of country GB in fold #3 Completed iteration for step #0 of country GB in fold #4 Completed iteration for step #1 of country GB in fold #4 Completed iteration for step #2 of country GB in fold #4 Completed iteration for step #3 of country GB in fold #4 Completed iteration for step #4 of country GB in fold #4 Completed iteration for step #5 of country GB in fold #4 Completed iteration for step #6 of country GB in fold #4 Completed iteration for step #0 of country ID in fold #0 Completed iteration for step #1 of country ID in fold #0 Completed iteration for step #2 of country ID in fold #0 Completed iteration for step #3 of country ID in fold #0 Completed iteration for step #4 of country ID in fold #0 Completed iteration for step #5 of country ID in fold #0 Completed iteration for step #6 of country ID in fold #0 Completed iteration for step #0 of country ID in fold #1 Completed iteration for step #1 of country ID in fold #1 Completed iteration for step #2 of country ID in fold #1 Completed iteration for step #3 of country ID in fold #1 Completed iteration for step #4 of country ID in fold #1 Completed iteration for step #5 of country ID in fold #1 Completed iteration for step #6 of country ID in fold #1 Completed iteration for step #0 of country ID in fold #2 Completed iteration for step #1 of country ID in fold #2 Completed iteration for step #2 of country ID in fold #2 Completed iteration for step #3 of country ID in fold #2 Completed iteration for step #4 of country ID in fold #2 Completed iteration for step #5 of country ID in fold #2 Completed iteration for step #6 of country ID in fold #2 Completed iteration for step #0 of country ID in fold #3 Completed iteration for step #1 of country ID in fold #3 Completed iteration for step #2 of country ID in fold #3 Completed iteration for step #3 of country ID in fold #3 Completed iteration for step #4 of country ID in fold #3 Completed iteration for step #5 of country ID in fold #3 Completed iteration for step #6 of country ID in fold #3 Completed iteration for step #0 of country ID in fold #4 Completed iteration for step #1 of country ID in fold #4 Completed iteration for step #2 of country ID in fold #4 Completed iteration for step #3 of country ID in fold #4 Completed iteration for step #4 of country ID in fold #4 Completed iteration for step #5 of country ID in fold #4 Completed iteration for step #6 of country ID in fold #4 Completed iteration for step #0 of country IE in fold #0 Completed iteration for step #1 of country IE in fold #0 Completed iteration for step #2 of country IE in fold #0 Completed iteration for step #3 of country IE in fold #0 Completed iteration for step #4 of country IE in fold #0 Completed iteration for step #5 of country IE in fold #0 Completed iteration for step #6 of country IE in fold #0 Completed iteration for step #0 of country IE in fold #1 Completed iteration for step #1 of country IE in fold #1 Completed iteration for step #2 of country IE in fold #1 Completed iteration for step #3 of country IE in fold #1 Completed iteration for step #4 of country IE in fold #1 Completed iteration for step #5 of country IE in fold #1 Completed iteration for step #6 of country IE in fold #1 Completed iteration for step #0 of country IE in fold #2 Completed iteration for step #1 of country IE in fold #2 Completed iteration for step #2 of country IE in fold #2 Completed iteration for step #3 of country IE in fold #2 Completed iteration for step #4 of country IE in fold #2 Completed iteration for step #5 of country IE in fold #2 Completed iteration for step #6 of country IE in fold #2 Completed iteration for step #0 of country IE in fold #3 Completed iteration for step #1 of country IE in fold #3 Completed iteration for step #2 of country IE in fold #3 Completed iteration for step #3 of country IE in fold #3 Completed iteration for step #4 of country IE in fold #3 Completed iteration for step #5 of country IE in fold #3 Completed iteration for step #6 of country IE in fold #3 Completed iteration for step #0 of country IE in fold #4 Completed iteration for step #1 of country IE in fold #4 Completed iteration for step #2 of country IE in fold #4 Completed iteration for step #3 of country IE in fold #4 Completed iteration for step #4 of country IE in fold #4 Completed iteration for step #5 of country IE in fold #4 Completed iteration for step #6 of country IE in fold #4 Completed iteration for step #0 of country IL in fold #0 Completed iteration for step #1 of country IL in fold #0 Completed iteration for step #2 of country IL in fold #0 Completed iteration for step #3 of country IL in fold #0 Completed iteration for step #4 of country IL in fold #0 Completed iteration for step #5 of country IL in fold #0 Completed iteration for step #6 of country IL in fold #0 Completed iteration for step #0 of country IL in fold #1 Completed iteration for step #1 of country IL in fold #1 Completed iteration for step #2 of country IL in fold #1 Completed iteration for step #3 of country IL in fold #1 Completed iteration for step #4 of country IL in fold #1 Completed iteration for step #5 of country IL in fold #1 Completed iteration for step #6 of country IL in fold #1 Completed iteration for step #0 of country IL in fold #2 Completed iteration for step #1 of country IL in fold #2 Completed iteration for step #2 of country IL in fold #2 Completed iteration for step #3 of country IL in fold #2 Completed iteration for step #4 of country IL in fold #2 Completed iteration for step #5 of country IL in fold #2 Completed iteration for step #6 of country IL in fold #2 Completed iteration for step #0 of country IL in fold #3 Completed iteration for step #1 of country IL in fold #3 Completed iteration for step #2 of country IL in fold #3 Completed iteration for step #3 of country IL in fold #3 Completed iteration for step #4 of country IL in fold #3 Completed iteration for step #5 of country IL in fold #3 Completed iteration for step #6 of country IL in fold #3 Completed iteration for step #0 of country IL in fold #4 Completed iteration for step #1 of country IL in fold #4 Completed iteration for step #2 of country IL in fold #4 Completed iteration for step #3 of country IL in fold #4 Completed iteration for step #4 of country IL in fold #4 Completed iteration for step #5 of country IL in fold #4 Completed iteration for step #6 of country IL in fold #4 Completed iteration for step #0 of country IN in fold #0 Completed iteration for step #1 of country IN in fold #0 Completed iteration for step #2 of country IN in fold #0 Completed iteration for step #3 of country IN in fold #0 Completed iteration for step #4 of country IN in fold #0 Completed iteration for step #5 of country IN in fold #0 Completed iteration for step #6 of country IN in fold #0 Completed iteration for step #0 of country IN in fold #1 Completed iteration for step #1 of country IN in fold #1 Completed iteration for step #2 of country IN in fold #1 Completed iteration for step #3 of country IN in fold #1 Completed iteration for step #4 of country IN in fold #1 Completed iteration for step #5 of country IN in fold #1 Completed iteration for step #6 of country IN in fold #1 Completed iteration for step #0 of country IN in fold #2 Completed iteration for step #1 of country IN in fold #2 Completed iteration for step #2 of country IN in fold #2 Completed iteration for step #3 of country IN in fold #2 Completed iteration for step #4 of country IN in fold #2 Completed iteration for step #5 of country IN in fold #2 Completed iteration for step #6 of country IN in fold #2 Completed iteration for step #0 of country IN in fold #3 Completed iteration for step #1 of country IN in fold #3 Completed iteration for step #2 of country IN in fold #3 Completed iteration for step #3 of country IN in fold #3 Completed iteration for step #4 of country IN in fold #3 Completed iteration for step #5 of country IN in fold #3 Completed iteration for step #6 of country IN in fold #3 Completed iteration for step #0 of country IN in fold #4 Completed iteration for step #1 of country IN in fold #4 Completed iteration for step #2 of country IN in fold #4 Completed iteration for step #3 of country IN in fold #4 Completed iteration for step #4 of country IN in fold #4 Completed iteration for step #5 of country IN in fold #4 Completed iteration for step #6 of country IN in fold #4 Completed iteration for step #0 of country IT in fold #0 Completed iteration for step #1 of country IT in fold #0 Completed iteration for step #2 of country IT in fold #0 Completed iteration for step #3 of country IT in fold #0 Completed iteration for step #4 of country IT in fold #0 Completed iteration for step #5 of country IT in fold #0 Completed iteration for step #6 of country IT in fold #0 Completed iteration for step #0 of country IT in fold #1 Completed iteration for step #1 of country IT in fold #1 Completed iteration for step #2 of country IT in fold #1 Completed iteration for step #3 of country IT in fold #1 Completed iteration for step #4 of country IT in fold #1 Completed iteration for step #5 of country IT in fold #1 Completed iteration for step #6 of country IT in fold #1 Completed iteration for step #0 of country IT in fold #2 Completed iteration for step #1 of country IT in fold #2 Completed iteration for step #2 of country IT in fold #2 Completed iteration for step #3 of country IT in fold #2 Completed iteration for step #4 of country IT in fold #2 Completed iteration for step #5 of country IT in fold #2 Completed iteration for step #6 of country IT in fold #2 Completed iteration for step #0 of country IT in fold #3 Completed iteration for step #1 of country IT in fold #3 Completed iteration for step #2 of country IT in fold #3 Completed iteration for step #3 of country IT in fold #3 Completed iteration for step #4 of country IT in fold #3 Completed iteration for step #5 of country IT in fold #3 Completed iteration for step #6 of country IT in fold #3 Completed iteration for step #0 of country IT in fold #4 Completed iteration for step #1 of country IT in fold #4 Completed iteration for step #2 of country IT in fold #4 Completed iteration for step #3 of country IT in fold #4 Completed iteration for step #4 of country IT in fold #4 Completed iteration for step #5 of country IT in fold #4 Completed iteration for step #6 of country IT in fold #4 Completed iteration for step #0 of country JP in fold #0 Completed iteration for step #1 of country JP in fold #0 Completed iteration for step #2 of country JP in fold #0 Completed iteration for step #3 of country JP in fold #0 Completed iteration for step #4 of country JP in fold #0 Completed iteration for step #5 of country JP in fold #0 Completed iteration for step #6 of country JP in fold #0 Completed iteration for step #0 of country JP in fold #1 Completed iteration for step #1 of country JP in fold #1 Completed iteration for step #2 of country JP in fold #1 Completed iteration for step #3 of country JP in fold #1 Completed iteration for step #4 of country JP in fold #1 Completed iteration for step #5 of country JP in fold #1 Completed iteration for step #6 of country JP in fold #1 Completed iteration for step #0 of country JP in fold #2 Completed iteration for step #1 of country JP in fold #2 Completed iteration for step #2 of country JP in fold #2 Completed iteration for step #3 of country JP in fold #2 Completed iteration for step #4 of country JP in fold #2 Completed iteration for step #5 of country JP in fold #2 Completed iteration for step #6 of country JP in fold #2 Completed iteration for step #0 of country JP in fold #3 Completed iteration for step #1 of country JP in fold #3 Completed iteration for step #2 of country JP in fold #3 Completed iteration for step #3 of country JP in fold #3 Completed iteration for step #4 of country JP in fold #3 Completed iteration for step #5 of country JP in fold #3 Completed iteration for step #6 of country JP in fold #3 Completed iteration for step #0 of country JP in fold #4 Completed iteration for step #1 of country JP in fold #4 Completed iteration for step #2 of country JP in fold #4 Completed iteration for step #3 of country JP in fold #4 Completed iteration for step #4 of country JP in fold #4 Completed iteration for step #5 of country JP in fold #4 Completed iteration for step #6 of country JP in fold #4 Completed iteration for step #0 of country KR in fold #0 Completed iteration for step #1 of country KR in fold #0 Completed iteration for step #2 of country KR in fold #0 Completed iteration for step #3 of country KR in fold #0 Completed iteration for step #4 of country KR in fold #0 Completed iteration for step #5 of country KR in fold #0 Completed iteration for step #6 of country KR in fold #0 Completed iteration for step #0 of country KR in fold #1 Completed iteration for step #1 of country KR in fold #1 Completed iteration for step #2 of country KR in fold #1 Completed iteration for step #3 of country KR in fold #1 Completed iteration for step #4 of country KR in fold #1 Completed iteration for step #5 of country KR in fold #1 Completed iteration for step #6 of country KR in fold #1 Completed iteration for step #0 of country KR in fold #2 Completed iteration for step #1 of country KR in fold #2 Completed iteration for step #2 of country KR in fold #2 Completed iteration for step #3 of country KR in fold #2 Completed iteration for step #4 of country KR in fold #2 Completed iteration for step #5 of country KR in fold #2 Completed iteration for step #6 of country KR in fold #2 Completed iteration for step #0 of country KR in fold #3 Completed iteration for step #1 of country KR in fold #3 Completed iteration for step #2 of country KR in fold #3 Completed iteration for step #3 of country KR in fold #3 Completed iteration for step #4 of country KR in fold #3 Completed iteration for step #5 of country KR in fold #3 Completed iteration for step #6 of country KR in fold #3 Completed iteration for step #0 of country KR in fold #4 Completed iteration for step #1 of country KR in fold #4 Completed iteration for step #2 of country KR in fold #4 Completed iteration for step #3 of country KR in fold #4 Completed iteration for step #4 of country KR in fold #4 Completed iteration for step #5 of country KR in fold #4 Completed iteration for step #6 of country KR in fold #4 Completed iteration for step #0 of country MX in fold #0 Completed iteration for step #1 of country MX in fold #0 Completed iteration for step #2 of country MX in fold #0 Completed iteration for step #3 of country MX in fold #0 Completed iteration for step #4 of country MX in fold #0 Completed iteration for step #5 of country MX in fold #0 Completed iteration for step #6 of country MX in fold #0 Completed iteration for step #0 of country MX in fold #1 Completed iteration for step #1 of country MX in fold #1 Completed iteration for step #2 of country MX in fold #1 Completed iteration for step #3 of country MX in fold #1 Completed iteration for step #4 of country MX in fold #1 Completed iteration for step #5 of country MX in fold #1 Completed iteration for step #6 of country MX in fold #1 Completed iteration for step #0 of country MX in fold #2 Completed iteration for step #1 of country MX in fold #2 Completed iteration for step #2 of country MX in fold #2 Completed iteration for step #3 of country MX in fold #2 Completed iteration for step #4 of country MX in fold #2 Completed iteration for step #5 of country MX in fold #2 Completed iteration for step #6 of country MX in fold #2 Completed iteration for step #0 of country MX in fold #3 Completed iteration for step #1 of country MX in fold #3 Completed iteration for step #2 of country MX in fold #3 Completed iteration for step #3 of country MX in fold #3 Completed iteration for step #4 of country MX in fold #3 Completed iteration for step #5 of country MX in fold #3 Completed iteration for step #6 of country MX in fold #3 Completed iteration for step #0 of country MX in fold #4 Completed iteration for step #1 of country MX in fold #4 Completed iteration for step #2 of country MX in fold #4 Completed iteration for step #3 of country MX in fold #4 Completed iteration for step #4 of country MX in fold #4 Completed iteration for step #5 of country MX in fold #4 Completed iteration for step #6 of country MX in fold #4 Completed iteration for step #0 of country NL in fold #0 Completed iteration for step #1 of country NL in fold #0 Completed iteration for step #2 of country NL in fold #0 Completed iteration for step #3 of country NL in fold #0 Completed iteration for step #4 of country NL in fold #0 Completed iteration for step #5 of country NL in fold #0 Completed iteration for step #6 of country NL in fold #0 Completed iteration for step #0 of country NL in fold #1 Completed iteration for step #1 of country NL in fold #1 Completed iteration for step #2 of country NL in fold #1 Completed iteration for step #3 of country NL in fold #1 Completed iteration for step #4 of country NL in fold #1 Completed iteration for step #5 of country NL in fold #1 Completed iteration for step #6 of country NL in fold #1 Completed iteration for step #0 of country NL in fold #2 Completed iteration for step #1 of country NL in fold #2 Completed iteration for step #2 of country NL in fold #2 Completed iteration for step #3 of country NL in fold #2 Completed iteration for step #4 of country NL in fold #2 Completed iteration for step #5 of country NL in fold #2 Completed iteration for step #6 of country NL in fold #2 Completed iteration for step #0 of country NL in fold #3 Completed iteration for step #1 of country NL in fold #3 Completed iteration for step #2 of country NL in fold #3 Completed iteration for step #3 of country NL in fold #3 Completed iteration for step #4 of country NL in fold #3 Completed iteration for step #5 of country NL in fold #3 Completed iteration for step #6 of country NL in fold #3 Completed iteration for step #0 of country NL in fold #4 Completed iteration for step #1 of country NL in fold #4 Completed iteration for step #2 of country NL in fold #4 Completed iteration for step #3 of country NL in fold #4 Completed iteration for step #4 of country NL in fold #4 Completed iteration for step #5 of country NL in fold #4 Completed iteration for step #6 of country NL in fold #4 Completed iteration for step #0 of country NO in fold #0 Completed iteration for step #1 of country NO in fold #0 Completed iteration for step #2 of country NO in fold #0 Completed iteration for step #3 of country NO in fold #0 Completed iteration for step #4 of country NO in fold #0 Completed iteration for step #5 of country NO in fold #0 Completed iteration for step #6 of country NO in fold #0 Completed iteration for step #0 of country NO in fold #1 Completed iteration for step #1 of country NO in fold #1 Completed iteration for step #2 of country NO in fold #1 Completed iteration for step #3 of country NO in fold #1 Completed iteration for step #4 of country NO in fold #1 Completed iteration for step #5 of country NO in fold #1 Completed iteration for step #6 of country NO in fold #1 Completed iteration for step #0 of country NO in fold #2 Completed iteration for step #1 of country NO in fold #2 Completed iteration for step #2 of country NO in fold #2 Completed iteration for step #3 of country NO in fold #2 Completed iteration for step #4 of country NO in fold #2 Completed iteration for step #5 of country NO in fold #2 Completed iteration for step #6 of country NO in fold #2 Completed iteration for step #0 of country NO in fold #3 Completed iteration for step #1 of country NO in fold #3 Completed iteration for step #2 of country NO in fold #3 Completed iteration for step #3 of country NO in fold #3 Completed iteration for step #4 of country NO in fold #3 Completed iteration for step #5 of country NO in fold #3 Completed iteration for step #6 of country NO in fold #3 Completed iteration for step #0 of country NO in fold #4 Completed iteration for step #1 of country NO in fold #4 Completed iteration for step #2 of country NO in fold #4 Completed iteration for step #3 of country NO in fold #4 Completed iteration for step #4 of country NO in fold #4 Completed iteration for step #5 of country NO in fold #4 Completed iteration for step #6 of country NO in fold #4 Completed iteration for step #0 of country RU in fold #0 Completed iteration for step #1 of country RU in fold #0 Completed iteration for step #2 of country RU in fold #0 Completed iteration for step #3 of country RU in fold #0 Completed iteration for step #4 of country RU in fold #0 Completed iteration for step #5 of country RU in fold #0 Completed iteration for step #6 of country RU in fold #0 Completed iteration for step #0 of country RU in fold #1 Completed iteration for step #1 of country RU in fold #1 Completed iteration for step #2 of country RU in fold #1 Completed iteration for step #3 of country RU in fold #1 Completed iteration for step #4 of country RU in fold #1 Completed iteration for step #5 of country RU in fold #1 Completed iteration for step #6 of country RU in fold #1 Completed iteration for step #0 of country RU in fold #2 Completed iteration for step #1 of country RU in fold #2 Completed iteration for step #2 of country RU in fold #2 Completed iteration for step #3 of country RU in fold #2 Completed iteration for step #4 of country RU in fold #2 Completed iteration for step #5 of country RU in fold #2 Completed iteration for step #6 of country RU in fold #2 Completed iteration for step #0 of country RU in fold #3 Completed iteration for step #1 of country RU in fold #3 Completed iteration for step #2 of country RU in fold #3 Completed iteration for step #3 of country RU in fold #3 Completed iteration for step #4 of country RU in fold #3 Completed iteration for step #5 of country RU in fold #3 Completed iteration for step #6 of country RU in fold #3 Completed iteration for step #0 of country RU in fold #4 Completed iteration for step #1 of country RU in fold #4 Completed iteration for step #2 of country RU in fold #4 Completed iteration for step #3 of country RU in fold #4 Completed iteration for step #4 of country RU in fold #4 Completed iteration for step #5 of country RU in fold #4 Completed iteration for step #6 of country RU in fold #4 Completed iteration for step #0 of country SG in fold #0 Completed iteration for step #1 of country SG in fold #0 Completed iteration for step #2 of country SG in fold #0 Completed iteration for step #3 of country SG in fold #0 Completed iteration for step #4 of country SG in fold #0 Completed iteration for step #5 of country SG in fold #0 Completed iteration for step #6 of country SG in fold #0 Completed iteration for step #0 of country SG in fold #1 Completed iteration for step #1 of country SG in fold #1 Completed iteration for step #2 of country SG in fold #1 Completed iteration for step #3 of country SG in fold #1 Completed iteration for step #4 of country SG in fold #1 Completed iteration for step #5 of country SG in fold #1 Completed iteration for step #6 of country SG in fold #1 Completed iteration for step #0 of country SG in fold #2 Completed iteration for step #1 of country SG in fold #2 Completed iteration for step #2 of country SG in fold #2 Completed iteration for step #3 of country SG in fold #2 Completed iteration for step #4 of country SG in fold #2 Completed iteration for step #5 of country SG in fold #2 Completed iteration for step #6 of country SG in fold #2 Completed iteration for step #0 of country SG in fold #3 Completed iteration for step #1 of country SG in fold #3 Completed iteration for step #2 of country SG in fold #3 Completed iteration for step #3 of country SG in fold #3 Completed iteration for step #4 of country SG in fold #3 Completed iteration for step #5 of country SG in fold #3 Completed iteration for step #6 of country SG in fold #3 Completed iteration for step #0 of country SG in fold #4 Completed iteration for step #1 of country SG in fold #4 Completed iteration for step #2 of country SG in fold #4 Completed iteration for step #3 of country SG in fold #4 Completed iteration for step #4 of country SG in fold #4 Completed iteration for step #5 of country SG in fold #4 Completed iteration for step #6 of country SG in fold #4 Completed iteration for step #0 of country US in fold #0 Completed iteration for step #1 of country US in fold #0 Completed iteration for step #2 of country US in fold #0 Completed iteration for step #3 of country US in fold #0 Completed iteration for step #4 of country US in fold #0 Completed iteration for step #5 of country US in fold #0 Completed iteration for step #6 of country US in fold #0 Completed iteration for step #0 of country US in fold #1 Completed iteration for step #1 of country US in fold #1 Completed iteration for step #2 of country US in fold #1 Completed iteration for step #3 of country US in fold #1 Completed iteration for step #4 of country US in fold #1 Completed iteration for step #5 of country US in fold #1 Completed iteration for step #6 of country US in fold #1 Completed iteration for step #0 of country US in fold #2 Completed iteration for step #1 of country US in fold #2 Completed iteration for step #2 of country US in fold #2 Completed iteration for step #3 of country US in fold #2 Completed iteration for step #4 of country US in fold #2 Completed iteration for step #5 of country US in fold #2 Completed iteration for step #6 of country US in fold #2 Completed iteration for step #0 of country US in fold #3 Completed iteration for step #1 of country US in fold #3 Completed iteration for step #2 of country US in fold #3 Completed iteration for step #3 of country US in fold #3 Completed iteration for step #4 of country US in fold #3 Completed iteration for step #5 of country US in fold #3 Completed iteration for step #6 of country US in fold #3 Completed iteration for step #0 of country US in fold #4 Completed iteration for step #1 of country US in fold #4 Completed iteration for step #2 of country US in fold #4 Completed iteration for step #3 of country US in fold #4 Completed iteration for step #4 of country US in fold #4 Completed iteration for step #5 of country US in fold #4 Completed iteration for step #6 of country US in fold #4
rez_country_xgbr_7d = {'train':rez_country_xgbr_7d_train, 'validation':rez_country_xgbr_7d_val, 'test':rez_country_xgbr_7d_test}
filePath_pickle = Path('/Users/parkj/Documents/pyDat/pyDatCode/covid19/covid19_country_xgbr_7d_with_lagging.pickle')
with open(filePath_pickle, 'wb') as f:
pickle.dump(rez_country_xgbr_7d, f)
filePath_pickle = Path('/Users/parkj/Documents/pyDat/dataSet/covid19_country_xgbr_7d_with_lagging.pickle')
with open(filePath_pickle, 'rb') as f:
rez_country_xgbr_7d = pickle.load(f)
plot_actual_predicted(rez_country_xgbr_7d['validation'], dict_country, 'val', n_steps_out=7)
# visualize a decision tree of the XGBoost regressor using its own plot_tree function
fig, ax = plt.subplots(figsize=(20, 10), dpi=600)
plot_tree(rez_country_xgbr_7d['train'][country]['model'], num_trees=1, ax=ax)
plt.show()
fig.savefig(os.path.join('/Users/parkj/Documents/pyDat/dataSet/covid19_forecasting/covid19_figures/xgboost', \
'plot_tree_'+country+'_'+'_xgbr_7d.pdf'), tranparent=True, dpi=1200)
Warning: Could not load "/Users/parkj/opt/anaconda3/envs/pylearn/lib/graphviz/libgvplugin_pango.6.dylib" - file not found Warning: Could not load "/Users/parkj/opt/anaconda3/envs/pylearn/lib/graphviz/libgvplugin_pango.6.dylib" - file not found Warning: Could not load "/Users/parkj/opt/anaconda3/envs/pylearn/lib/graphviz/libgvplugin_pango.6.dylib" - file not found
# sort features based on feature importances
sorted_idx = rez_country_xgbr_7d['train'][country]['model'].feature_importances_.argsort()
# plot feature importance
fig = plt.figure(figsize=(10,16))
ax = fig.add_subplot(1,1,1)
#plt.rc("figure", autolayout=True, figsize=(10, 16))
ax.barh(np.asarray(feature_name_list)[sorted_idx], \
rez_country_xgbr_7d['train'][country]['model'].feature_importances_[sorted_idx],\
height=0.7)
ax.set_xlabel("Feature Importance (A.U.)")
ax.set_ylabel("Features")
ax.set_title("XGBoost Feature Importance")
ax.set_xscale('log')
#plt.xlim([0, 0.001])
plt.show()
fig.savefig(os.path.join('/Users/parkj/Documents/pyDat/dataSet/covid19_forecasting/covid19_figures/xgboost', \
'Feature_importance_'+country+'_'+'_xgbr_7d.pdf'), tranparent=True, dpi=1200)
